DZ Bank Call 100 NEM 21.03.2025/  DE000DQ2L167  /

Frankfurt Zert./DZB
2024-12-20  9:42:35 PM Chg.+0.070 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.390EUR +21.88% 0.390
Bid Size: 8,000
0.420
Ask Size: 8,000
NEMETSCHEK SE O.N. 100.00 EUR 2025-03-21 Call
 

Master data

WKN: DQ2L16
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.20
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.68
Time value: 0.42
Break-even: 104.20
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.40
Theta: -0.04
Omega: 8.77
Rho: 0.08
 

Quote data

Open: 0.320
High: 0.400
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month
  -47.30%
3 Months
  -22.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.880 0.320
6M High / 6M Low: 1.120 0.320
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.41%
Volatility 6M:   187.56%
Volatility 1Y:   -
Volatility 3Y:   -